Risk mode reminder — RESILIENT (equal-weight): best stress-test resilience of everything
backtested. BALANCED (30%-capped score-weight, current default): closer to the original CAGR target with
modest resilience cost. AGGRESSIVE (uncapped score-weight): highest backtested CAGR, most stress-test risk.
See ../README.md for full backtested numbers behind this choice.
Watchlist — top 15 Stage-2 candidates (Tech-broad)
#
Ticker
Score
Weeks in Stage 2
12-1 Return
26w RS vs SPY
1D
1W
1M
YTD
1Y
Traded
1
SNDK
+9.5584
22
+1817.2%
+94.5%
-5.1%
+0.1%
-25.8%
+365.6%
+1322.6%
✓
2
MU
+3.0022
52
+497.4%
+103.0%
-0.5%
+1.7%
-6.3%
+182.0%
+459.9%
✓
3
INTC
+2.2184
49
+336.2%
+107.4%
-1.0%
+9.8%
-9.2%
+154.1%
+296.0%
✓
4
DELL
+2.0839
23
+240.7%
+176.1%
-4.5%
+9.1%
+2.3%
+248.3%
+248.4%
✓
5
MRVL
+1.9661
20
+243.6%
+149.6%
+0.4%
+15.6%
-8.6%
+137.3%
+214.2%
✓
6
AMD
+1.7879
42
+222.4%
+135.1%
+2.0%
+1.3%
-4.9%
+120.1%
+206.5%
✓
7
AMAT
+1.2947
41
+228.7%
+30.2%
-0.7%
+5.7%
-7.0%
+97.8%
+205.7%
8
TER
+1.0722
41
+208.2%
+6.2%
-0.7%
+5.8%
+10.0%
+86.5%
+239.1%
9
ARM
+1.0707
18
+95.1%
+119.0%
+4.9%
+19.2%
-4.1%
+151.0%
+87.1%
10
HPE
+1.0384
22
+79.8%
+127.9%
-1.0%
+11.8%
+18.0%
+120.1%
+112.2%
11
DDOG
+0.9437
14
+94.0%
+94.7%
-18.7%
-14.2%
-11.8%
+72.2%
+71.1%
12
PANW
+0.9166
11
+59.2%
+124.1%
-2.0%
+9.1%
+10.8%
+98.1%
+76.5%
13
FTNT
+0.9088
11
+93.5%
+88.3%
-3.1%
+3.1%
+1.5%
+104.2%
+96.3%
14
NTAP
+0.5615
15
+33.2%
+79.1%
+2.3%
+9.7%
+15.4%
+80.2%
+53.8%
15
ASML
+0.5591
44
+103.9%
+7.9%
+1.9%
+3.6%
-3.3%
+47.5%
+97.2%
Target Allocation — top 6 actually traded (BALANCED)
Ticker
Weight
Illustrative $
Score
SNDK
27.0%
$27,000 /$100k
+9.5584
MU
17.1%
$17,104 /$100k
+3.0022
INTC
12.6%
$12,638 /$100k
+2.2184
DELL
11.9%
$11,872 /$100k
+2.0839
MRVL
11.2%
$11,201 /$100k
+1.9661
AMD
10.2%
$10,185 /$100k
+1.7879
Sector Leadership (informational — not a trading signal)
Ranked by the same RSI(14) mechanism as the XLK gate, across all 11 GICS sector
ETFs. This is visibility only: TrendRunner's live universe selection remains the single XLK
gate (Tech-broad vs S&P 500 fallback, above) — sector-rotation was backtested as a full
trading mechanism and found to be a genuine trade-off (better 2022-style protection, worse
2008-style), so it was not adopted. See ../README.md for that analysis.
#
ETF
Sector
RSI(14)
Hot (>50)
1
XLF
Financial Services TOP 3
65.0
🔥
2
XLV
Healthcare TOP 3
57.9
🔥
3
XLY
Consumer Cyclical TOP 3
57.5
🔥
4
XLI
Industrials
57.5
🔥
5
XLK
Technology
56.9
🔥
6
XLB
Basic Materials
55.3
🔥
7
XLE
Energy
53.8
🔥
8
XLC
Communication Services
53.0
🔥
9
XLP
Consumer Defensive
50.1
🔥
10
XLRE
Real Estate
45.4
11
XLU
Utilities
32.6
Account Context (read-only)
Positions below reflect what is actually held in each account right now, regardless of
which engine's ledger recorded them — TrendRunner is not currently enabled to trade either account
(see config/execution.json and README's account handoff plan).